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1
Situated Information Flow between Food Commodity and Regional Equity Markets: An EEMD-Based Transfer Entropy Analysis
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Situated Information Flow between Food Commodity and Regional Equity Markets: An EEMD-Based Transfer Entropy Analysis

Discrete dynamics in nature and society, 2022-04, Vol.2022, p.1-28 [Peer Reviewed Journal]

Copyright © 2022 Samuel Kwaku Agyei et al. ;COPYRIGHT 2022 Hindawi Limited ;Copyright © 2022 Samuel Kwaku Agyei et al. This is an open access article distributed under the Creative Commons Attribution License (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. https://creativecommons.org/licenses/by/4.0 ;ISSN: 1026-0226 ;EISSN: 1607-887X ;DOI: 10.1155/2022/3938331

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2
Leverage Aversion and Risk Parity
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Leverage Aversion and Risk Parity

Financial analysts journal, 2012-01, Vol.68 (1), p.47-59 [Peer Reviewed Journal]

2012 CFA Institute ;Copyright CFA Institute Jan/Feb 2012 ;ISSN: 0015-198X ;EISSN: 1938-3312 ;DOI: 10.2469/faj.v68.n1.1 ;CODEN: FIAJA4

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3
Quantifying Information Flows among Developed and Emerging Equity Markets
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Quantifying Information Flows among Developed and Emerging Equity Markets

Mathematical problems in engineering, 2022-08, Vol.2022, p.1-19 [Peer Reviewed Journal]

Copyright © 2022 Ebenezer Boateng et al. ;COPYRIGHT 2022 Hindawi Limited ;Copyright © 2022 Ebenezer Boateng et al. This is an open access article distributed under the Creative Commons Attribution License (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. https://creativecommons.org/licenses/by/4.0 ;ISSN: 1024-123X ;EISSN: 1563-5147 ;DOI: 10.1155/2022/2462077

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4
Forecasting JSE and AEX Volatility with GARCH Models
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Forecasting JSE and AEX Volatility with GARCH Models

African journal of business and economic research, 2023-12, Vol.18 (4), p.461 [Peer Reviewed Journal]

COPYRIGHT 2023 Sabinet Online ;Copyright Adonis & Abbey Publishers Ltd 2023 ;ISSN: 1750-4554 ;EISSN: 1750-4562 ;DOI: 10.31920/1750-4562/2023/v18n4a22

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5
Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis
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Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis

PloS one, 2022-07, Vol.17 (7), p.e0271088-e0271088 [Peer Reviewed Journal]

COPYRIGHT 2022 Public Library of Science ;2022 Agyei et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2022 Agyei et al 2022 Agyei et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0271088 ;PMID: 35895731

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6
Does the ESG Index Affect Stock Return? Evidence from the Eurostoxx50
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Does the ESG Index Affect Stock Return? Evidence from the Eurostoxx50

Sustainability, 2020-08, Vol.12 (16), p.6387 [Peer Reviewed Journal]

2020. This work is licensed under http://creativecommons.org/licenses/by/3.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2071-1050 ;EISSN: 2071-1050 ;DOI: 10.3390/su12166387

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7
The Impact of the Stock Market on Liquidity and Economic Growth: Evidence of Volatile Market
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The Impact of the Stock Market on Liquidity and Economic Growth: Evidence of Volatile Market

Economies, 2023-06, Vol.11 (6), p.155 [Peer Reviewed Journal]

COPYRIGHT 2023 MDPI AG ;2023 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2227-7099 ;EISSN: 2227-7099 ;DOI: 10.3390/economies11060155

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8
Are Extreme Negative Return Events Independent of the Market?
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Are Extreme Negative Return Events Independent of the Market?

The journal of wealth management, 2020-07, Vol.23 (1), p.60-73 [Peer Reviewed Journal]

COPYRIGHT 2020 Euromoney Trading Limited ;2020 Pageant Media Ltd ;ISSN: 1534-7524 ;EISSN: 2374-1368 ;DOI: 10.3905/jwm.2020.1.099

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9
Statistical Modeling of High Frequency Datasets Using the ARIMA-ANN Hybrid
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Statistical Modeling of High Frequency Datasets Using the ARIMA-ANN Hybrid

Mathematics (Basel), 2023-11, Vol.11 (22), p.4594 [Peer Reviewed Journal]

COPYRIGHT 2023 MDPI AG ;2023 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2227-7390 ;EISSN: 2227-7390 ;DOI: 10.3390/math11224594

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10
Hedging Strategies of Green Assets against Dirty Energy Assets
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Hedging Strategies of Green Assets against Dirty Energy Assets

Energies (Basel), 2020-06, Vol.13 (12), p.3141 [Peer Reviewed Journal]

2020. This work is licensed under http://creativecommons.org/licenses/by/3.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1996-1073 ;EISSN: 1996-1073 ;DOI: 10.3390/en13123141

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11
The predictive capacity of GARCH-type models in measuring the volatility of crypto and world currencies
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The predictive capacity of GARCH-type models in measuring the volatility of crypto and world currencies

PloS one, 2021-01, Vol.16 (1), p.e0245904-e0245904 [Peer Reviewed Journal]

COPYRIGHT 2021 Public Library of Science ;COPYRIGHT 2021 Public Library of Science ;2021 Naimy et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2021 Naimy et al 2021 Naimy et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0245904 ;PMID: 33513150

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12
Bitcoin and S&P500: Co-movements of high-order moments in the time-frequency domain
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Bitcoin and S&P500: Co-movements of high-order moments in the time-frequency domain

PloS one, 2022-11, Vol.17 (11), p.e0277924-e0277924 [Peer Reviewed Journal]

Copyright: © 2022 Bouri et al. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. ;COPYRIGHT 2022 Public Library of Science ;2022 Bouri et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2022 Bouri et al 2022 Bouri et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0277924 ;PMID: 36413562

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13
An Empirical Analysis of Volatility and Asymmetric Behaviour: Case of NSE and BSE
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Article
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An Empirical Analysis of Volatility and Asymmetric Behaviour: Case of NSE and BSE

Parikalpana : KIIT journal of management, 2023-07, Vol.19 (2), p.110-127

Copyright KIIT School of Management, KIIT University Dec 2023 ;ISSN: 0974-2808 ;DOI: 10.23862/kiit-parikalpana/2023/vl9/i2/223464

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14
A New Evidence of the Relationship between Cryptocurrencies and other Assets from the COVID-19 Crisis 1
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A New Evidence of the Relationship between Cryptocurrencies and other Assets from the COVID-19 Crisis 1

Ekonomický časopis, 2022-08, Vol.70 (7/8), p.603-621 [Peer Reviewed Journal]

Copyright Slovak Academy of Sciences, Institute of Economic Research 2022 ;ISSN: 0013-3035 ;DOI: 10.31577/ekoncas.2022.07-8.03

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15
CAN BITCOIN BE A SAFE HAVEN IN FEAR SENTIMENT?
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CAN BITCOIN BE A SAFE HAVEN IN FEAR SENTIMENT?

Technological and economic development of economy, 2022-02, Vol.28 (2), p.268-289 [Peer Reviewed Journal]

2022. This work is published under https://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2029-4913 ;EISSN: 2029-4921 ;DOI: 10.3846/tede.2022.15502

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16
Risk Management: History, Definition, and Critique
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Risk Management: History, Definition, and Critique

Risk management and insurance review, 2013-09, Vol.16 (2), p.147-166 [Peer Reviewed Journal]

2013 ;Copyright American Risk and Insurance Association, Inc. Fall 2013 ;ISSN: 1098-1616 ;EISSN: 1540-6296 ;DOI: 10.1111/rmir.12016

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17
Information flow among stocks, bonds, and convertible bonds
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Information flow among stocks, bonds, and convertible bonds

PloS one, 2023-03, Vol.18 (3), p.e0282964-e0282964 [Peer Reviewed Journal]

Copyright: © 2023 Jo et al. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. ;COPYRIGHT 2023 Public Library of Science ;2023 Jo et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2023 Jo et al 2023 Jo et al ;2023 Jo et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0282964 ;PMID: 36952457

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18
Volatility forecasts of stock index futures in China and the US–A hybrid LSTM approach
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Volatility forecasts of stock index futures in China and the US–A hybrid LSTM approach

PloS one, 2022-07, Vol.17 (7), p.e0271595-e0271595 [Peer Reviewed Journal]

COPYRIGHT 2022 Public Library of Science ;2022 Chen, Hu. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2022 Chen, Hu 2022 Chen, Hu ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0271595 ;PMID: 35901029

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19
Volatility in international stock markets: An empirical study during COVID-19
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Volatility in international stock markets: An empirical study during COVID-19

Journal of risk and financial management, 2020-09, Vol.13 (9), p.1-17 [Peer Reviewed Journal]

COPYRIGHT 2020 MDPI AG ;2020. This work is licensed under http://creativecommons.org/licenses/by/3.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm13090208

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20
Optimization of equity allocations of institutional investors: study of Moroccan case
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Optimization of equity allocations of institutional investors: study of Moroccan case

International journal for simulation and multidisciplinary design optimization, 2022, Vol.13, p.12 [Peer Reviewed Journal]

2022. This work is licensed under https://creativecommons.org/licenses/by/4.0 (the “License”). Notwithstanding the ProQuest Terms and conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1779-6288 ;EISSN: 1779-6288 ;DOI: 10.1051/smdo/2021042

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